ICE Russell 2000 Mini Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
555.3 |
560.9 |
5.6 |
1.0% |
568.1 |
| High |
561.6 |
568.5 |
6.9 |
1.2% |
578.6 |
| Low |
546.9 |
557.3 |
10.4 |
1.9% |
556.6 |
| Close |
561.2 |
567.2 |
6.0 |
1.1% |
565.9 |
| Range |
14.7 |
11.2 |
-3.5 |
-23.8% |
22.0 |
| ATR |
14.4 |
14.2 |
-0.2 |
-1.6% |
0.0 |
| Volume |
116,047 |
117,755 |
1,708 |
1.5% |
627,694 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598.0 |
593.8 |
573.3 |
|
| R3 |
586.8 |
582.5 |
570.3 |
|
| R2 |
575.5 |
575.5 |
569.3 |
|
| R1 |
571.3 |
571.3 |
568.3 |
573.5 |
| PP |
564.3 |
564.3 |
564.3 |
565.5 |
| S1 |
560.3 |
560.3 |
566.3 |
562.3 |
| S2 |
553.3 |
553.3 |
565.3 |
|
| S3 |
542.0 |
549.0 |
564.0 |
|
| S4 |
530.8 |
537.8 |
561.0 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633.0 |
621.5 |
578.0 |
|
| R3 |
611.0 |
599.5 |
572.0 |
|
| R2 |
589.0 |
589.0 |
570.0 |
|
| R1 |
577.5 |
577.5 |
568.0 |
572.3 |
| PP |
567.0 |
567.0 |
567.0 |
564.5 |
| S1 |
555.5 |
555.5 |
564.0 |
550.3 |
| S2 |
545.0 |
545.0 |
561.8 |
|
| S3 |
523.0 |
533.5 |
559.8 |
|
| S4 |
501.0 |
511.5 |
553.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
577.9 |
545.4 |
32.5 |
5.7% |
15.3 |
2.7% |
67% |
False |
False |
128,390 |
| 10 |
578.6 |
545.4 |
33.2 |
5.9% |
15.5 |
2.7% |
66% |
False |
False |
128,166 |
| 20 |
578.6 |
537.4 |
41.2 |
7.3% |
13.5 |
2.4% |
72% |
False |
False |
128,105 |
| 40 |
578.6 |
470.6 |
108.0 |
19.0% |
13.5 |
2.4% |
89% |
False |
False |
124,218 |
| 60 |
578.6 |
470.6 |
108.0 |
19.0% |
13.5 |
2.4% |
89% |
False |
False |
108,902 |
| 80 |
578.6 |
468.5 |
110.1 |
19.4% |
13.0 |
2.3% |
90% |
False |
False |
82,013 |
| 100 |
578.6 |
418.0 |
160.6 |
28.3% |
13.0 |
2.3% |
93% |
False |
False |
65,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616.0 |
|
2.618 |
597.8 |
|
1.618 |
586.5 |
|
1.000 |
579.8 |
|
0.618 |
575.5 |
|
HIGH |
568.5 |
|
0.618 |
564.3 |
|
0.500 |
563.0 |
|
0.382 |
561.5 |
|
LOW |
557.3 |
|
0.618 |
550.5 |
|
1.000 |
546.0 |
|
1.618 |
539.3 |
|
2.618 |
528.0 |
|
4.250 |
509.8 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565.8 |
564.0 |
| PP |
564.3 |
560.8 |
| S1 |
563.0 |
557.8 |
|